Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-24 0.486881 0.544880 0.610570 0.691249 0.788748 0.904204 1.053488
2025-08-31 0.435113 0.511550 0.604994 0.730241 0.897996 1.121748 1.455749
2025-09-07 0.384198 0.466841 0.573297 0.725215 0.945176 1.268155 1.814995
2025-09-14 0.344230 0.428672 0.541836 0.711452 0.973161 1.390578 2.184718
2025-09-21 0.316024 0.401745 0.520555 0.706455 1.010315 1.534611 2.657993
2025-09-28 0.290397 0.375106 0.495649 0.690867 1.025535 1.643494 3.120978
2025-10-05 0.283539 0.373899 0.507006 0.732775 1.146281 1.989046 4.385509
2025-10-12 0.283436 0.382157 0.533153 0.802897 1.336646 2.566790 7.030300
2025-10-19 0.266453 0.363227 0.514057 0.790753 1.361141 2.769367 8.724947
2025-10-26 0.254051 0.350263 0.503170 0.791644 1.413216 3.071543 11.558626
2025-11-02 0.238273 0.330789 0.479602 0.765296 1.398470 3.176542 13.630133
2025-11-09 0.220687 0.307370 0.447589 0.719023 1.328774 3.084604 14.181035
2025-11-16 0.208557 0.292745 0.430795 0.703455 1.336682 3.279472 18.234025
2025-11-23 0.206254 0.293859 0.441335 0.744348 1.497033 4.141830 38.269867
2025-11-30 0.197448 0.283581 0.430665 0.739550 1.536826 4.578774 63.666177
2025-12-07 0.188199 0.271968 0.416595 0.725540 1.547663 4.906275 105.146204
2025-12-14 0.180920 0.263244 0.407132 0.720463 1.584009 5.413376 235.815830
2025-12-21 0.172882 0.252758 0.393579 0.704447 1.583202 5.728387 553.263204
2025-12-28 0.172442 0.255348 0.404928 0.747609 1.787286 7.687854 NaN
2026-01-04 0.174753 0.262890 0.426584 0.819896 2.132459 12.035797 NaN
2026-01-11 0.168268 0.254251 0.415246 0.807374 2.153403 13.310052 NaN
2026-01-18 0.163509 0.248496 0.409344 0.808294 2.231276 15.750892 NaN
2026-01-25 0.156492 0.238275 0.393599 0.781130 2.180990 16.127906 NaN